PCA Index Dashboard Examples

This script was last run at 2024-03-13 13:39:05.197988+00:00 (UTC)
In US/Central Time, this is 2024-03-13 08:39:05.197988-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897794	-0.476537	0.085297	-0.006968	0.546067	0.254942
1997-01-03	-0.886086	-0.476537	-0.156467	0.008556	0.745623	0.205797
1997-01-06	-0.882184	-0.476537	-0.065054	-0.014730	0.778496	0.269723
1997-01-07	-0.882184	-0.455704	-0.130006	-0.045779	0.838116	0.383307
1997-01-08	-0.893892	-0.455704	-0.022956	-0.084590	0.786157	0.496500
...	...	...	...	...	...	...
2024-03-06	-0.815839	-1.528618	-0.713367	1.669670	1.123642	-0.203220
2024-03-07	-0.815839	-1.497368	-0.720584	1.809390	1.132966	-0.250780
2024-03-08	-0.819741	-1.476535	-0.684499	1.871488	1.023184	-0.227792
2024-03-11	-0.819741	-1.497368	-0.626765	1.871488	0.924885	-0.175476
2024-03-12	-0.843157	-1.507785	-0.626765	1.871488	1.034909	-0.175476

7185 rows × 6 columns

../../_images/16602781dcf6e6f06f596849a4d0e7c588796d15092fddcfceab0d6e26a10475.png

pc1

DATE
1997-01-02   -0.579687
1997-01-03   -0.685916
1997-01-06   -0.668792
1997-01-07   -0.705194
1997-01-08   -0.674836
                ...   
2024-03-06   -1.512259
2024-03-07   -1.532359
2024-03-08   -1.511494
2024-03-11   -1.487052
2024-03-12   -1.521742
Name: PC1, Length: 7185, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

../../_images/74c003a65d1270afef509d8873e96e3ee4c0dce566c27ec8f4b495a75257a48e.png

fig = px.line(pc1)
fig.show()

../../_images/1b32da8f2dbc55741680b19a84128ef1184b9914736fec978723eea470fbe63b.png

PCA Index Dashboard Examples#